Multiplicative models of financial returns and what we fail to get when they are disregarded
Year of publication: |
2011
|
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Authors: | Apreda, Rodolfo |
Publisher: |
Buenos Aires : Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA) |
Subject: | Unternehmensfinanzierung | Portfolio-Management | CAPM | multiplicative models of returns | additive models of return | financial assets returns | linear approximation and linear equivalences |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-987-1062-65-2 |
Other identifiers: | 663858631 [GVK] hdl:10419/84246 [Handle] RePEc:cem:doctra:454 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting ; G30 - Corporate Finance and Governance. General |
Source: |
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Multiplicative models of financial returns an what we fail to get when they are disregarded
Apreda, Rodolfo, (2011)
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